Estimation of a function under shape restrictions. Applications to reliability
نویسندگان
چکیده
منابع مشابه
Estimation of a Function under Shape Restrictions . Applications to Reliability
This paper deals with a nonparametric shape respecting estimation method for U-shaped or unimodal functions. A general upper bound for the nonasymptotic L1-risk of the estimator is given. The method is applied to the shape respecting estimation of several classical functions, among them typical intensity functions encountered in the reliability field. In each case, we derive from our upper boun...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053605000000138